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Merge pull request #1741 from quantopian/remove-adj-method
Remove ContinuousFuture adjustment method
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@@ -86,7 +86,6 @@ cdef class ContinuousFuture:
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cdef readonly object exchange
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cdef readonly object adjustment
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cdef readonly object _adjustment_children
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_kwargnames = frozenset({
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'sid',
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@@ -105,8 +104,7 @@ cdef class ContinuousFuture:
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object start_date,
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object end_date,
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object exchange,
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object adjustment=None,
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dict adjustment_children=None):
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object adjustment=None):
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self.sid = sid
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self.sid_hash = hash(sid)
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@@ -117,7 +115,6 @@ cdef class ContinuousFuture:
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self.start_date = start_date
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self.end_date = end_date
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self.adjustment = adjustment
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self._adjustment_children = adjustment_children
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def __int__(self):
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@@ -255,11 +252,6 @@ cdef class ContinuousFuture:
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calendar = get_calendar(self.exchange)
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return calendar.is_open_on_minute(dt_minute)
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def adj(self, style):
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try:
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return self._adjustment_children[style]
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except KeyError:
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return None
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cdef class ContractNode(object):
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